Several studies have been published in the last 55 years exploring technical analysis.
However, there is a lack of research that consolidates the available knowledge concerning …

This paper provides a systematic review of the weak‐form market efficiency literature that
examines return predictability from past price changes, with an exclusive focus on the stock …

Academic research relies extensively on macroeconomic variables to forecast the US equity
risk premium, with relatively little attention paid to the technical indicators widely employed …

We provide a broad empirical investigation of momentum strategies in the foreign exchange
market. We find a significant cross-sectional spread in excess returns of up to 10% per …

Recognising that the economy is a complex system with boundedly rational interacting
agents, the book presents a theory of behavioral rationality and heterogeneous expectations …

The use of technical analysis by financial market professionals is not well understood. This
paper thus analyzes survey evidence from 692 fund managers in five countries, the vast …

This paper surveys learning-to-forecast experiments (LtFEs) with human subjects to test
theories of expectations and learning. Subjects must repeatedly forecast a market price …

We analyze the intertemporal stability of excess returns to technical trading rules in the
foreign exchange market by conducting true, out-of-sample tests on previously studied rules …

Statistical and computational methods are being increasingly integrated into Decision
Support Systems to aid management and help with strategic decisions. Researchers need to …

When people or computers need to make a decision, typically multiple conflicting criteria
need to be evaluated; for example, when we buy a car, we need to consider safety, cost and …